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Search: Posts Made By: Krislassen

Forum: NinjaTrader

April 14th, 2012, 12:12 PM

Replies: 3

Include ATM parameters in optimization / walk forward analysis?

Views: 3,629

Posted By Krislassen

Hi Fat Tails and many thanks for your comments...

Hi Fat Tails and many thanks for your comments and book recommendation. I'll check it out, so far I've been through Robert Pardo's book on Evaluation and Optimization of Trading Strategies.

My...

Forum: NinjaTrader

April 12th, 2012, 12:16 PM

Replies: 3

Include ATM parameters in optimization / walk forward analysis?

Views: 3,629

Posted By Krislassen

Include ATM parameters in optimization / walk forward analysis?

Hi all, I have a question about whether to include the ATM settings as part of the strategy optimization and walk forward analysis.

We're currently working on a strategy that implements BigMike's...

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